ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-120 |
113-155 |
-0-285 |
-0.8% |
111-035 |
| High |
115-075 |
115-310 |
0-235 |
0.6% |
113-100 |
| Low |
113-090 |
113-085 |
-0-005 |
0.0% |
110-205 |
| Close |
113-275 |
115-040 |
1-085 |
1.1% |
113-045 |
| Range |
1-305 |
2-225 |
0-240 |
38.4% |
2-215 |
| ATR |
1-011 |
1-049 |
0-038 |
11.5% |
0-000 |
| Volume |
3,305,010 |
3,759,901 |
454,891 |
13.8% |
10,997,205 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-287 |
121-228 |
116-196 |
|
| R3 |
120-062 |
119-003 |
115-278 |
|
| R2 |
117-157 |
117-157 |
115-199 |
|
| R1 |
116-098 |
116-098 |
115-119 |
116-288 |
| PP |
114-252 |
114-252 |
114-252 |
115-026 |
| S1 |
113-193 |
113-193 |
114-281 |
114-062 |
| S2 |
112-027 |
112-027 |
114-201 |
|
| S3 |
109-122 |
110-288 |
114-122 |
|
| S4 |
106-217 |
108-063 |
113-204 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-122 |
119-138 |
114-195 |
|
| R3 |
117-227 |
116-243 |
113-280 |
|
| R2 |
115-012 |
115-012 |
113-202 |
|
| R1 |
114-028 |
114-028 |
113-123 |
114-180 |
| PP |
112-117 |
112-117 |
112-117 |
112-192 |
| S1 |
111-133 |
111-133 |
112-287 |
111-285 |
| S2 |
109-222 |
109-222 |
112-208 |
|
| S3 |
107-007 |
108-238 |
112-130 |
|
| S4 |
104-112 |
106-023 |
111-215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-310 |
110-225 |
5-085 |
4.6% |
2-006 |
1.8% |
84% |
True |
False |
3,402,572 |
| 10 |
115-310 |
110-125 |
5-185 |
4.8% |
1-112 |
1.2% |
85% |
True |
False |
2,595,651 |
| 20 |
115-310 |
110-125 |
5-185 |
4.8% |
1-012 |
0.9% |
85% |
True |
False |
2,051,403 |
| 40 |
116-285 |
110-125 |
6-160 |
5.6% |
0-286 |
0.8% |
73% |
False |
False |
1,030,570 |
| 60 |
116-285 |
110-125 |
6-160 |
5.6% |
0-266 |
0.7% |
73% |
False |
False |
687,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-146 |
|
2.618 |
123-015 |
|
1.618 |
120-110 |
|
1.000 |
118-215 |
|
0.618 |
117-205 |
|
HIGH |
115-310 |
|
0.618 |
114-300 |
|
0.500 |
114-198 |
|
0.382 |
114-095 |
|
LOW |
113-085 |
|
0.618 |
111-190 |
|
1.000 |
110-180 |
|
1.618 |
108-285 |
|
2.618 |
106-060 |
|
4.250 |
101-249 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-306 |
114-273 |
| PP |
114-252 |
114-187 |
| S1 |
114-198 |
114-100 |
|